A study on Darboux polynomials and their significance in determining other integrability quantifiers: A case study in third-order nonlinear ordinary differential equations
R. Mohanasubha, M. Senthilvelan
备注：
15 pages, 2 figures, Accepted for publication in Pramana
In this paper, we present a method of deriving extended Prelle-Singer method's quantifiers from Darboux Polynomials for third-order nonlinear ordinary differential equations. By knowing the Darboux polynomials and its cofactors, we extract the extended Prelle-Singer method's quantities without evaluating the Prelle-Singer method's determining equations. We consider three different cases of known Darboux polynomials. In the first case, we prove the integrability of the given third-order nonlinear equation by utilizing the Prelle-Singer method's quantifiers from the two known Darboux polynomials. If we know only one Darboux polynomial, then the integrability of the given equation will be dealt as case $2$. Likewise, case $3$ discuss the integrability of the given system where we have two Darboux polynomials and one set of Prelle-Singer method quantity. The established interconnection not only helps in deriving the integrable quantifiers without solving the underlying determining equations. It also provides a way to prove the complete integrability and helps us in deriving the general solution of the given equation. We demonstrate the utility of this procedure with three different examples.
We apply the Darboux theory of integrability to polynomial ODE's of dimension 3. Using this theory and computer algebra, we study the existence of first integrals for the 3-dimensional Lotka-Volterra systems with polynomial invariant algebraic solutions linear and quadratic and determine numerous cases of integrability.
A method of integrable discretization of the Liouville type nonlinear partial differential equations is suggested based on integrals. New examples of discrete Liouville type models are presented.
The article investigates systems of differential-difference equations of hyperbolic type, integrable in sense of Darboux. The concept of a complete set of independent characteristic integrals underlying Darboux integrability is discussed. A close connection is found between integrals and characteristic Lie-Rinehart algebras of the system. It is proved that a system of equations is Darboux integrable if and only if its characteristic algebras in both directions are finite-dimensional.
In this paper we prove that the trapezoidal $H^{4}$ and the $H^{6}$ families of quad-equations are Darboux integrable systems. This result sheds light on the fact that such equations are linearizable as it was proved using the Algebraic Entropy test [G. Gubbiotti, C. Scimiterna and D. Levi, Algebraic entropy, symmetries and linearization for quad equations consistent on the cube, \emph{J. Nonlinear Math. Phys.}, 23(4):507543, 2016]. We conclude with some suggestions on how first integrals can be used to obtain general solutions.
We prove a Darboux-Jouanolou type theorem on the algebraic integrability of polynomial differential $r$-forms over arbitrary fields ($r\geq 1$). We also investigate the Darboux's method for producing integrating factors.
In this paper we construct the general solutions of two families of quad-equations, namely the trapezoidal $H^{4}$ equations and the $H^{6}$ equations. These solutions are obtained exploiting the properties of the first integrals in the Darboux sense, which were derived in [Gubbiotti G., Yamilov R.I., J. Phys. A: Math. Theor. 50 (2017), 345205, 26 pages, arXiv:1608.03506]. These first integrals are used to reduce the problem to the solution of some linear or linearizable non-autonomous ordinary difference equations which can be formally solved.
We consider equations that represent a constancy condition for a 2D Wronskian, mixed Wronskian-Casoratian and 2D Casoratian. These determinantal equations are shown to have the number of independent integrals equal to their order - this implies Darboux integrability. On the other hand, the recurrent formulas for the leading principal minors are equivalent to the 2D Toda equation and its semi-discrete and lattice analogues with particular boundary conditions (cut-off constraints). This connection is used to obtain recurrent formulas and closed-form expressions for integrals of the Toda-type equ…
The autonomous Hietarinta equation is a well-known example of the quad-graph discrete equation which is consistent around the cube. In a recent work, it was conjectured that this equation is Darboux integrable (i.e., for each of two independent discrete variables there exist non-trivial functions that remain unchanged on solutions of the equation after the shift in this discrete variable). We demonstrate that this conjecture is not true for generic values of the equation coefficients. To do this, we employ two-point invertible transformations introduced by R.I.~Yamilov. We prove that an autono…
The Bertrand-Darboux integrability condition for a certain class of perturbed harmonic oscillators is studied from the viewpoint of the Birkhoff-Gustavson(BG)-normalization: By solving an inverse problem of the BG-normalization on computer algebra, it is shown that if the perturbed harmonic oscillators with a homogeneous-{\it cubic} polynomial potential and with a homogeneous-{\it quartic} polynomial potentials admit the same BG-normalization up to degree-4 then both oscillators satisfy the Bertrand-Darboux integrability condition.
Darboux's theorem and Jouanolou's theorem deal with the existence of first integrals and rational first integrals of a polynomial vector field. These results are given in terms of the degree of the polynomial vector field. Here we show that we can get the same kind of results if we consider the size of a Newton polytope associated to the vector field. Furthermore, we show that in this context the bound is optimal.
In this work, we establish a connection between the extended Prelle-Singer procedure with other widely used analytical methods to identify integrable systems in the case of $n^{th}$-order nonlinear ordinary differential equations (ODEs). By synthesizing these methods we bring out the interlink between Lie point symmetries, contact symmetries, $λ$-symmetries, adjoint-symmetries, null forms, Darboux polynomials, integrating factors, Jacobi last multiplier and generalized $λ$-symmetries corresponding to the $n^{th}$-order ODEs. We also prove these interlinks with suitable examples. By exploiting …
These lecture notes are devoted to the integrability of discrete systems and their relation to the theory of Yang-Baxter (YB) maps. Lax pairs play a significant role in the integrability of discrete systems. We introduce the notion of Lax pair by considering the well-celebrated doubly-infinite Toda lattice. In particular, we present solution of the Cauchy initial value problem via the method of the inverse scattering transform, provide a review of scattering theory of Jacobi matrices, and give the Riemann-Hilbert formulation of the inverse scattering transform. On the other hand, the Lax-Darbo…
In our previous work \cite{LNS}, we constructed quasi-Casoratian solutions to the noncommutative $q$-difference two-dimensional Toda lattice ($q$-2DTL) equation by Darboux transformation, which we can prove produces the existing Casoratian solutions to the bilinear $q$-2DTL equation obtained by Hirota's bilinear method in commutative setting. It is actually true that one can not only construct solutions to soliton equations but also solutions to their corresponding B$\ddot{a}$cklund transformations by their Darboux transformations and binary Darboux transformations. To be more specific, eigenf…
Using a new definition of generalized divisors we prove that the lattice of such divisors for a given linear partial differential operator is modular and obtain analogues of the well-known theorems of the Loewy-Ore theory of factorization of linear ordinary differential operators. Possible applications to factorized Groebner bases computations in the commutative and non-commutative cases are discussed, an application to finding criterions of Darboux integrability of nonlinear PDEs is given.
In this paper we derive new two-component integrable differential difference and partial difference systems by applying a Lax-Darboux scheme to an operator formed from an ${\mathfrak{sl}}_3({\mathbb{C}})$-based automorphic Lie algebra. The integrability of the found systems is demonstrated via Lax pairs and generalised symmetries.
We consider natural complex Hamiltonian systems with $n$ degrees of freedom given by a Hamiltonian function which is a sum of the standard kinetic energy and a homogeneous polynomial potential $V$ of degree $k>2$. The well known Morales-Ramis theorem gives the strongest known necessary conditions for the Liouville integrability of such systems. It states that for each $k$ there exists an explicitly known infinite set $\scM_k\subset\Q$ such that if the system is integrable, then all eigenvalues of the Hessian matrix $V''(\vd)$ calculated at a non-zero $\vd\in\C^n$ satisfying $V'(\vd)=\vd$, belo…
We study the integrability in the Liouville sense of natural Hamiltonian systems with a homogeneous rational potential $V(\vq)$. Strong necessary conditions for the integrability of such systems were obtained by an analysis of differential Galois group of variational equations along certain particular solutions. These conditions have the form of arithmetic restrictions putted on eigenvalues of Hessian $V"(\vd)$ calculated at a non-zero solution $\vd$ of equation $\grad V(\vd)=\vd$. Such solutions are called proper Darboux points. It was recently proved that for generic polynomial homogeneous p…
In this paper the problem of classification of integrable natural Hamiltonian systems with $n$ degrees of freedom given by a Hamilton function which is the sum of the standard kinetic energy and a homogeneous polynomial potential $V$ of degree $k>2$ is investigated. It is assumed that the potential is not generic. Except for some particular cases a potential $V$ is not generic, if it admits a nonzero solution of equation $V'(\vd)=0$. The existence of such solution gives very strong integrability obstructions obtained in the frame of the Morales-Ramis theory. This theory gives also additional i…
We provide the necessary and sufficient conditions of Liouvillian integrability for Liénard differential systems describing nonlinear oscillators with a polynomial damping and a polynomial restoring force. We prove that Liénard differential systems are not Darboux integrable excluding subfamilies with certain restrictions on the degrees of the polynomials arising in the systems. We demonstrate that if the degree of a polynomial responsible for the restoring force is greater than the degree of a polynomial producing the damping, then a generic Liénard differential system is not Liouvillian inte…
The application of the Darboux Transformation method to the integrable model of Cylindrically Symmetrical Chiral field has been considered. The associated linear system of matrix equations has been proposed and the properties of symmetrie for its solutions has been obtained. The necessary form of Darboux Transformation has been found and formal one- and N-soliton solutions have been constructed. With the use of Pohlmayer's Transformation the equation sin-Gordon type have been given and the hypothesis about its integrability has been deduced.
The main goal of the article is testing a new classification algorithm. To this end we apply it to a relevant problem of describing the integrable cases of a subclass of two-dimensional lattices. By imposing the cut-off conditions $u_{-1}=c_0$ and $u_{N+1}=c_1$ we reduce the lattice $u_{n,xy}=α(u_{n+1},u_n,u_{n-1})u_{n,x}u_{n,y}$ to a finite system of hyperbolic type PDE. Assuming that for each natural $N$ the obtained system is integrable in the sense of Darboux we look for $α$. To detect the Darboux integrability of the hyperbolic type system we use an algebraic criterion of Darboux integrab…
Nonlinear semi-discrete equations of the form t_x(n+1)=f(t(n), t(n+1), t_x(n)) are studied. An adequate algebraic formulation of the Darboux integrability is discussed and the attempt to adopt this notion to the classification of Darboux integrable chains has been undertaken.
This article is devoted to the partial difference quad-graph equations that can be represented in the form $φ(u(i+1,j),u(i+1,j+1))=ψ(u(i,j),u(i,j+1))$, where the map $(w,z) \rightarrow (φ(w,z),ψ(w,z))$ is injective. The transformation $v(i,j)=φ(u(i,j),u(i,j+1))$ relates any of such equations to a quad-graph equation. It is proved that this transformation maps Darboux integrable equations of the above form into Darboux integrable equations again and decreases the orders of the transformed integrals by one in the $j$-direction. As an application of this fact, the Darboux integrable equations pos…
The present work addresses the study and characterization of the integrability of three famous nonlinear Schrödinger equations with derivative-type nonlinearities in 1+1 dimensions. Lax pairs for these three equations are successfully obtained by means of a Miura transformation and the singular manifold method. After implementing the associated binary Darboux transformations, we are able to construct rational soliton-like solutions for those systems.
We study differential-difference equation of the form $$ \frac{d}{dx}t(n+1,x)=f(t(n,x),t(n+1,x),\frac{d}{dx}t(n,x)) $$ with unknown $t(n,x)$ depending on continuous and discrete variables $x$ and $n$. Equation of such kind is called Darboux integrable, if there exist two functions $F$ and $I$ of a finite number of arguments $x$, $\{t(n\pm k,x)\}_{k=-\infty}^\infty$, ${\frac{d^k}{dx^k}t(n,x)}_{k=1}^\infty$, such that $D_xF=0$ and $DI=I$, where $D_x$ is the operator of total differentiation with respect to $x$, and $D$ is the shift operator: $Dp(n)=p(n+1)$. Reformulation of Darboux integrability…
We study differential-difference equation of the form $t_{x}(n+1)=f(t(n),t(n+1),t_x(n))$ with unknown $t=t(n,x)$ depending on $x$, $n$. The equation is called Darboux integrable, if there exist functions $F$ (called an $x$-integral) and $I$ (called an $n$-integral), both of a finite number of variables $x$, $t(n)$, $t(n\pm 1)$, $t(n\pm 2)$, $...$, $t_x(n)$, $t_{xx}(n)$, $...$, such that $D_xF=0$ and $DI=I$, where $D_x$ is the operator of total differentiation with respect to $x$, and $D$ is the shift operator: $Dp(n)=p(n+1)$. The Darboux integrability property is reformulated in terms of chara…
The purpose of this article is to develop an algebraic approach to the problem of integrable classification of differential-difference equations with one continuous and two discrete variables. As a classification criterion, we put forward the following hypothesis. Any integrable equation of the type under consideration admits an infinite sequence of finite-field Darboux-integrable reductions. The property of Darboux integrability of a finite-field system is formalized as finite-dimensionality condition of its characteristic Lie-Rinehart algebras. That allows one to derive effective integrabili…
In the article a classification method for nonlinear integrable equations with three independent variables is discussed based on the notion of the integrable reductions. We call the equation integrable if it admits a large class of reductions being Darboux integrable systems of hyperbolic type equations with two independent variables. The most natural and convenient object to be studied within the frame of this scheme is the class of two dimensional lattices generalizing the well-known Toda lattice. In the present article we deal with the quasilinear lattices of the form $u_{n,xy}=α(u_{n+1} ,u…
In this paper we study certain aspects of the complete integrability of the Generalized Weierstrass system in the context of the Sinh-Gordon type equation. Using the conditional symmetry approach, we construct the Bäcklund transformation for the Generalized Weierstrass system which is determined by coupled Riccati equations. Next a linear spectral problem is found which is determined by nonsingular $2 \times 2$ matrices based on an $sl (2, \mathbb C)$ representation. We derive the explicit form of the Darboux transformation for the Weierstrass system. New classes of multisoliton solutions of t…
The intrinsic geometric properties of generalized Darboux-Manakov-Zakharov systems of semilinear partial differential equations \label{GDMZabstract} \frac{\partial^2 u}{\partial x_i\partial x_j}=f_{ij}\Big(x_k,u,\frac{\partial u}{\partial x_l}\Big), 1\leq i<j\leq n, k,l\in\{1,...,n\} for a real-valued function $u(x_1,...,x_n)$ are studied with particular reference to the linear systems in this equation class. System (\ref{GDMZabstract}) will not generally be involutive in the sense of Cartan: its coefficients will be constrained by complicated nonlinear integrability conditions. We derive geom…
Recently, Lembert, Gilson et al proposed a lucid and systematic approach to obtain bilinear Bäcklund transformations and Lax pairs for constant-coefficient soliton equations based on the use of binary Bell polynomials. In this paper, we would like to further develop this method with new applications. We extend this method to systematically investigate complete integrability of nonisospectral and variable-coefficient equations. In addiction, a method is described for deriving infinite conservation laws of nonlinear evolution equations based on the use of binary Bell polynomials. All conserved d…
An n-dimensional solution family of the Jacobi equations is characterized and investigated, including the global determination of its main features: the Casimir invariants, the construction of the Darboux canonical form and the proof of integrability for the related Poisson systems. Examples are given and include novel Poisson formulations.
In the article the problem of the integrable classification of nonlinear lattices depending on one discrete and two continuous variables is studied. By integrability we mean the presence of reductions of a chain to a system of hyperbolic equations of arbitrarily high order integrable in the Darboux sense. Darboux integrablity admits a remarkable algebraic interpretation: the Lie-Rinehart algebras related to both characteristic directions corresponding to the reduced system of the hyperbolic equations have to be of finite dimension. A classification algorithm based on the properties of the char…
We construct birational maps that satisfy the parametric set-theoretical Yang-Baxter equation and its entwining generalisation. For this purpose, we employ Darboux transformations related to integrable Nonlinear Schrödinger type equations and study the refactorisation problems of the product of their associated Darboux matrices. Additionally, we study various algebraic properties of the derived maps, such as invariants and associated symplectic or Poisson structures, and we prove their complete integrability in the Liouville sense.
The dressing chain is derived by applying Darboux transformations to the spectral problem of the Korteweg-de Vries (KdV) equation. It is also an auto-Bäcklund transformation for the modified KdV equation. We show that by applying Darboux transformations to the spectral problem of the dressing chain one obtains the lattice KdV equation as the dressing chain of the dressing chain and, that the lattice KdV equation also arises as an auto-Bäcklund transformation for a modified dressing chain. In analogy to the results obtained for the dressing chain (Veselov and Shabat proved complete integrabilit…
We present a generalized study and characterization of the integrability properties of the derivative non-linear Schrödinger equation in 1+1 dimensions. A Lax pair is derived for this equation by means of a Miura transformation and the singular manifold method. This procedure, together with the Darboux transformations, allow us to construct a wide class of rational soliton-like solutions. Lie classical symmetries have also been computed and similarity reductions have been analyzed and discussed.
We study the nonlinear Schrödinger equation on the half-line with a boundary condition that involves time derivative. This boundary condition was presented by Zambon [J. High Energ. Phys. 2014 (2014) 36]. We establish the integrability of such a boundary both by using the Sklyanin's formalism and by using the tool of Bäcklund transformations together with a suitable reduction of reflection type. Moreover, we present a method to derive explicit formulae for multi-soliton solutions of the boundary problem by virtue of the Darboux transformation method in conjunction with a boundary dressing tech…
We discuss geometric integrability of Hirota's discrete KP equation in the framework of projective geometry over division rings using the recently introduced notion of Desargues maps. We also present the Darboux-type transformations, and we review symmetries of the Desargues maps from the point of view of root lattices of type A and the action of the corresponding affine Weyl group. Such a point of view facilities to study the relation of Desargues maps and the discrete conjugate nets. Recent investigation of geometric integrability of Desargues maps allowed to introduce two maps satisfying fu…
It is shown that the integrable discrete Schwarzian KP (dSKP) equation which constitutes an algebraic superposition formula associated with, for instance, the Schwarzian KP hierarchy, the classical Darboux transformation and quasi-conformal mappings encapsulates nothing but a fundamental theorem of ancient Greek geometry. Thus, it is demonstrated that the connection with Menelaus' theorem and, more generally, Clifford configurations renders the dSKP equation a natural object of inversive geometry on the plane. The geometric and algebraic integrability of dSKP lattices and their reductions to l…
We continue to study Lax (L-A, U-V) pairs (LP) joint covariance with respect to Darboux transformations (DT) as a classification principle. The scheme is based on a comparison of general expressions for the transformed coefficients of LP and its Frechet derivative. We use the compact expressions of the DT via some version of nonabelian Bell polynomials. It is shown that one more version of Bell polynomials, so-called binary ones, form a convenient basis for the invariant subspaces specification. Some non-autonomous generalization of KdV and Boussinesq equations are discussed in the context. Tr…
This thesis concerns the dynamics and integrability of the Rajeev-Ranken (RR) model, a mechanical system with 3 degrees of freedom describing screw-type nonlinear wave solutions of a scalar field theory dual to the 1+1D SU(2) Principal Chiral Model. This field theory is strongly coupled in the UV and could serve as a toy model to study nonperturbative features of theories with a perturbative Landau pole. We begin with a Lagrangian and a pair of Hamiltonian formulations based on compatible degenerate nilpotent and Euclidean Poisson brackets. Darboux coordinates, Lax pairs and classical r-matric…
We study the moduli space of the spectral curves $y^2=W'(z)^2+f(z)$ which characterize the vacua of $\mathcal{N}=1$ U(n) supersymmetric gauge theories with an adjoint Higgs field and a polynomial tree level potential $W(z)$. It is shown that there is a direct way to associate a spectral density and a prepotential functional to these spectral curves. The integrable structure of the Whitham equations is used to determine the spectral curves from their moduli. An alternative characterization of the spectral curves in terms of critical points of a family of polynomial solutions $\mathbb{W}$ to Eul…
By considering the inhomogeneities of media, a generalized variable-coefficient Kadomtsev-Petviashvili (vc-KP) equation is investigated, which can be used to describe many nonlinear phenomena in fluid dynamics and plasma physics. In this paper, we systematically investigate complete integrability of the generalized vc-KP equation under a integrable constraint condition. With the aid of a generalized Bells polynomials, its bilinear formulism, bilinear Bäcklund transformations, Lax pairs and Darboux covariant Lax pairs are succinctly constructed, which can be reduced to the ones of several integ…
Orthogonal Laurent polynomials in the unit circle and the theory of Toda-like integrable systems are connected using the Gauss--Borel factorization of a Cantero-Moral-Velazquez moment matrix, which is constructed in terms of a complex quasi-definite measure supported in the unit circle. The factorization of the moment matrix leads to orthogonal Laurent polynomials in the unit circle and the corresponding second kind functions. Jacobi operators, 5-term recursion relations and Christoffel-Darboux kernels, projecting to particular spaces of truncated Laurent polynomials, and corresponding Christo…
In this paper, we consider a general form of nonlinear Schrödinger equation with time-dependent nonlinearity. Based on the linear eigenvalue problem, the complete integrability of such nonlinear Schrödinger equation is identified by admitting an infinite number of conservation laws. Using the Darboux transformation method, we obtain some explicit bright multi-soliton solutions in a recursive manner. The propagation characteristic of solitons and their interactions under the periodic plane wave background are discussed. Finally, the modulational instability of solutions is analyzed in the prese…
We present several algebraic and differential-geometric constructions of tetrahedron maps, which are set-theoretical solutions to the Zamolodchikov tetrahedron equation. In particular, we obtain a family of new (nonlinear) polynomial tetrahedron maps on the space of square matrices of arbitrary size, using a matrix refactorisation equation, which does not coincide with the standard local Yang--Baxter equation. Liouville integrability is established for some of these maps. Also, we show how to derive linear tetrahedron maps as linear approximations of nonlinear ones, using Lax representations a…
